Vanguard Ftse DEV Allcp Exus Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.38% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0036 | 8.81 | |
| 0.1162 | 6.09 | |
| 0.8294 | 37.84 | |
| 0.0051 | 1.00 |
Estimation Period:
Aug 12, 2013 to Feb 6, 2026
Aug 12, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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